Since you're new to this, we'll try the simple stuff first.
When you turn the power on, does the fan at the back of the case turn on? Can you hear any noise coming from the computer? If not then one at a time, unplug the power(the red and black with sometimes yellow) cable from your hard drive, cdrom, floppy, etc. After unplugging each item try and start the system and if it doesn't come up reconnect the cable and try the next device. The tricky power cable may be the one to the motherboard, if you have an AT style system then the power connector to the motherboard is in 2 peices. When putting the connectors back on the motherboard remember to put the black wires in the middle. If you have an ATX style system then there is one connector and it can only go one in one way. Some ATX systems have a power switch on the back make sure this is on. If the fan's or hard drives don't even try to come up then you may have a bad power supply, if they do try and come up on to the next paragraph.
One at a time, remove the cards that are along the back of your system. After removing a card try and start the system. If the system doesn't start, put the card back in and try the next card. If you still can't get the system to start, remove and reinstall the memory moduals(they're small cards off to one side of the motherboard). If the system still doesn't power up you may have a bad motherboard.